Description: A user-friendly free Matlab package for
defining optimisation
problems over Linear Matrix Constraints (LMCs). It includes both
Inequalities
(LMIs) and Equalities (LMEs). It acts as an interface for the
Self-Dual-Minimisation
package
SeDuMi
developed
by Jos F. Sturm. The
functionalities
of SeDuMi Interface are the following:
Declare an LMC problem. Five Matlab
functions
allow to define completely an LMC problem which can be characterised by
variables, equality constraints, inequality constraints and a linear
objective:
- Initialise the LMC problem: sdmpb.
- Declare the matrix variables: sdmvar.
- Declare the equality constraints: sdmlme and sdmeq.
- Declare the inequality constraints: sdmlmi and sdmineq.
- Declare the linear objective: sdmobj.
Solve an LMC problem. A unique
function, sdmsol,
calls the SeDuMi solver. Options allow
to
tune the solver parameters.
Modify an LMC problem. At any moment
it is
possible to append an LMC problem by adding variables, inequalities or
linear terms to the objective. Moreover, the sdmset function
allows
to freeze matrix variables to specified values.
Analyse the solution issued from the solver.
For all (feasible or not) problems, the solver outputs the last
computed
iterate (sdmget). SeDuMi Interface
allows to analyse this result in a convivial display. The solution is
displayed
directly in matrix format and indicators show which inequality
constraints
are satisfied.
Citation: Y. Labit, D. Peaucelle and D. Henrion, ``SeDuMi
Interface
1.02 : a Tool for Solving LMI Problems with SeDuMi'', Proceedings of
the
CACSD Conference, Glasgow, September 2002.
SeDuMi Interface developement is stopped since 2002. A recomended
alternative package is YALMIP by
Johan Löfberg.